com.opengamma.strata.math.impl.integration

Class GaussLaguerreWeightAndAbscissaFunction

java.lang.Object

com.opengamma.strata.math.impl.integration.GaussLaguerreWeightAndAbscissaFunction

All Implemented Interfaces:

QuadratureWeightAndAbscissaFunction

public class GaussLaguerreWeightAndAbscissaFunction
extends Object
implements QuadratureWeightAndAbscissaFunction

Class that generates weights and abscissas for Gauss-Laguerre quadrature. The weights $w_i$ are given by: $$ \begin{align*} w_i = -\frac{\Gamma(\alpha + n)}{n!L_i'(x_i)L_{i-1}(x_i)} \end{align*} $$ where $x_i$ is the $i^{th}$ root of the orthogonal polynomial, $L_i$ is the $i^{th}$ polynomial and $L_i'$ is the first derivative of the $i^{th}$ polynomial. The orthogonal polynomial is generated by LaguerrePolynomialFunction.

Constructor Summary

Constructors

Constructor and Description
GaussLaguerreWeightAndAbscissaFunction() Creates an instance.
GaussLaguerreWeightAndAbscissaFunction(double alpha) Creates an instance.

Method Summary

Modifier and Type	Method and Description
GaussianQuadratureData	generate(int n)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GaussLaguerreWeightAndAbscissaFunction

public GaussLaguerreWeightAndAbscissaFunction()

Creates an instance. Sets $\alpha = 0$

GaussLaguerreWeightAndAbscissaFunction

public GaussLaguerreWeightAndAbscissaFunction(double alpha)

Creates an instance.

Parameters:

alpha - The value of $\alpha$ to use when generating the polynomials.

Method Detail

generate

public GaussianQuadratureData generate(int n)

Specified by:

generate in interface QuadratureWeightAndAbscissaFunction

Parameters:

n - The number of weights and abscissas to generate, not negative or zero

Returns:

An object containing the weights and abscissas